-8.8%
SMCI vs CSCO
+67.5%
-76.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +2.9% | +4.3% |
| 7D | +1.3% | +2.7% | -1.4% | -0.5% |
| 30D | +6.6% | -9.5% | +16.1% | +13.3% |
| 3M | +25.4% | -7.6% | +33.0% | +31.8% |
| 6M | +26.1% | +44.9% | -18.8% | +4.2% |
| YTD | +37.0% | +47.7% | -10.7% | +10.3% |
| 1Y | -8.8% | +69.1% | -77.8% | -34.3% |
| All | -8.8% | +67.5% | -76.3% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling